R: Calculate the determinant of a positive definite Sparse...

det {spam} | R Documentation

## Calculate the determinant of a positive definite Sparse Matrix

### Description

`det` and `determinant` calculate the determinant of a positive definite sparse matrix. `determinant` returns separately the modulus of the determinant, optionally on the logarithm scale, and the sign of the determinant.

### Usage

    det(x, ...)
    determinant(x, logarithm = TRUE, ...)

### Arguments

`x` | sparse matrix of class `spam` or a Cholesky factor of class `spam.chol.NgPeyton`.
`logarithm` | logical; if `TRUE` (default) return the logarithm of the modulus of the determinant.
`...` | Optional arguments. Examples include `method` argument and additional parameters used by the method.

### Details

If the matrix is not positive definite, the function issues a warning and returns `NA`.

The determinant is based on the product of the diagonal entries of a Cholesky factor, i.e. internally, a Cholesky decomposition is performed. By default, the NgPeyton algorithm with minimal degree ordering us used. To change the methods or supply additonal parameters to the Cholesky factorization function, see the help for `chol`.

The determinant of a Cholesky factor is also defined.

### Value

For `det`, the determinant of `x`. For `determinant`, a list with components

`modulus` | a numeric value. The modulus (absolute value) of the determinant if `logarithm` is `FALSE`; otherwise the logarithm of the modulus.
`sign` | integer; either +1 or -1 according to whether the determinant is positive or negative.

### Author(s)

Reinhard Furrer

### References

Ng, E. G. and B. W. Peyton (1993) Block sparse Cholesky algorithms on advanced uniprocessor computers, SIAM J. Sci. Comput., 14, 1034–1056.

### See Also

`chol.spam`

### Examples

    x <- spam( c(4,3,0,3,5,1,0,1,4),3)
    det( x)
    determinant( x)

    det( chol( x))

[Package spam version 2.3-0 Index]